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Full Story
2020

Dynamic High Frequency Trading Algorithm

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2016

Machine Learning Techniques Applied to US Indexes Returns Forecasting

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2017

An Event Study of Brexit on Distribution Characteristics of Liquidity Measures

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2018

The Behavioral Equilibrium Exchange Rate (BEER) Model

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2019

Wavelet-based Time Series Cluster Analysis of Mortgage Risk

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2020

The Lead-Lag Relationship between CSI 300 Index and CSI 300 Index Futures in China

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2020

Corporate Bond Yield Predictability: A Statistical and Machine Learning Approach

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2021

Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network

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2021

Modified Financial Latent Dirichlet Allocation: A Potential Feature Extraction Technique in Text Mining for Financial Time Series Prediction

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2022

Methods on The Estimations of SOFR Term Structures

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2021

Rare Events Analysis Using Multidimensional Liquidity Measures in Financial Markets

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2022 PhD Dissertations

Risk Concentration in Networks of Banks Connected by Financial Contracts

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Courses

FA692 Natural Language Processing for Financial Applications

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Courses

FA691 Deep Learning for Finance

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Video

Financial Engineering Student Spotlight - Margarita Zaika

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Video

Trends with benefits E2

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Newsletter

Fall 2022 Newsletter

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Summer 2022 Newsletter

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